IMC Chicago Portfolio holdings
IMC-Chicago, a key arm of IMC Trading founded in 1989 by Rob Defares and René Schelvis in Amsterdam, is a proprietary trading firm and market maker headquartered in Chicago since opening its first overseas office there in 2000. Employing over 650 of IMC’s 1,600+ global workforce, it operates at the heart of North America’s financial hub, trading equities, options, futures, and other derivatives on major exchanges like the Chicago Mercantile Exchange (CME) and Chicago Board Options Exchange (CBOE). Known for its technology-driven approach, IMC-Chicago leverages advanced algorithms and low-latency systems to provide liquidity across more than 100 global venues, evolving from a trading outfit with strong tech to a tech company that trades. Under CEO Rob Defares, the firm emphasizes innovation, quantitative strategies, and a collaborative culture, making it a powerhouse in the U.S. derivatives market.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
|
+$63.4M |
| 2 |
iShares Core S&P 500 ETF
IVV
|
+$30.2M |
| 3 |
FLGE
Credit Suisse FI Large Cap Growth Enhanced Exchange Traded Notes
FLGE
|
+$27.3M |
| 4 |
Apple
AAPL
|
+$21.7M |
| 5 |
Boeing
BA
|
+$21.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 2000 ETF
IWM
|
+$56.5M |
| 2 |
Mastercard
MA
|
+$28.6M |
| 3 |
ProShares UltraPro Short QQQ
SQQQ
|
+$25M |
| 4 |
ProShares Ultra VIX Short-Term Futures ETF
UVXY
|
+$19.9M |
| 5 |
ProShares VIX Short-Term Futures ETF
VIXY
|
+$19.6M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 0.18% |
| 2 | Industrials | 0.11% |
| 3 | Technology | 0.09% |
| 4 | Communication Services | 0.05% |
| 5 | Consumer Discretionary | 0.04% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
B
551
PUT
Barrick Mining
B
$62.2B
| $2.15M | ﹤0.01% |
79,700
+35,600
| +81% | +$889K |
|
552
PUT
C.H. Robinson
CHRW
$22B
| $2.14M | ﹤0.01% |
27,100
| – | – |
|
553
CALL
EOG Resources
EOG
$78B
| $2.13M | ﹤0.01% |
42,100
-27,800
| -40% | -$1.35M |
|
554
PUT
Darden Restaurants
DRI
$22.5B
| $2.11M | ﹤0.01% |
27,900
+11,500
| +70% | +$816K |
|
555
CALL
Whirlpool
WHR
$2.42B
| $2.1M | ﹤0.01% |
16,200
+1,300
| +9% | +$149K |
|
|
GAP
556
CALL
The Gap Inc
GAP
$6.84B
| $2.1M | ﹤0.01% |
+166,100
| New | +$1.5M |
|
|
CLDR
557
PUT
DELISTED
Cloudera, Inc.
CLDR
| $2.09M | ﹤0.01% |
+164,100
| New | +$1.58M |
|
558
CALL
Incyte
INCY
$23.5B
| $2.03M | ﹤0.01% |
19,500
-11,100
| -36% | -$1.07M |
|
559
CALL
Bausch Health
BHC
$1.65B
| $2.01M | ﹤0.01% |
109,700
-89,700
| -45% | -$1.58M |
|
560
CALL
Plug Power
PLUG
$2.92B
| $2M | ﹤0.01% |
243,400
+173,400
| +248% | +$812K |
|
561
PUT
General Mills
GIS
$19.2B
| $1.99M | ﹤0.01% |
32,300
-15,000
| -32% | -$905K |
|
562
CALL
United Parcel Service
UPS
$97.6B
| $1.97M | ﹤0.01% |
17,700
-13,200
| -43% | -$1.32M |
|
563
CALL
Five Below
FIVE
$11.2B
| $1.97M | ﹤0.01% |
18,400
-12,000
| -39% | -$1.13M |
|
564
iShares Silver Trust
SLV
$28.1B
| $1.96M | ﹤0.01% |
115,325
-76,682
| -40% | -$1.17M |
|
565
CALL
Dave & Buster's
PLAY
$343M
| $1.96M | ﹤0.01% |
146,900
+122,700
| +507% | +$1.64M |
|
566
PUT
Tyson Foods
TSN
$20.2B
| $1.96M | ﹤0.01% |
32,800
-43,200
| -57% | -$2.62M |
|
567
Invesco CurrencyShares Japanese Yen Trust
FXY
$423M
| $1.93M | ﹤0.01% |
21,994
-22,517
| -51% | -$1.98M |
|
568
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$331M
| $1.92M | ﹤0.01% |
18,100
+2,800
| +18% | +$291K |
|
569
CALL
Valero Energy
VLO
$89.8B
| $1.91M | ﹤0.01% |
32,400
+22,300
| +221% | +$1.33M |
|
|
570
CALL
General Mills
GIS
$19.2B
| $1.91M | ﹤0.01% |
30,900
-16,100
| -34% | -$971K |
|
|
GWPH
571
CALL
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $1.9M | ﹤0.01% |
15,500
-11,300
| -42% | -$1.28M |
|
|
TYNS
572
PUT
DELISTED
Direxion Daily 7-10 Year Treasury Bear 1X Shares
TYNS
| $1.9M | ﹤0.01% |
60,700
+39,000
| +180% | +$1.22M |
|
|
GAP
573
PUT
The Gap Inc
GAP
$6.84B
| $1.89M | ﹤0.01% |
+149,800
| New | +$1.35M |
|
574
CALL
Vale
VALE
$62.9B
| $1.88M | ﹤0.01% |
+182,600
| New | +$1.67M |
|
|
HES
575
CALL
DELISTED
Hess
HES
| $1.88M | ﹤0.01% |
36,200
-1,800
| -5% | -$82.4K |
|
Similar funds
IMC Chicago's Q2 2020 Portfolio in Review
As of Q2 2020, IMC Chicago held 990 positions worth $49B, up 3% from $47.6B the previous quarter. Its ten largest holdings account for 67% of the portfolio.
IMC Chicago withdrew a net $12.1B in Q2 2020, closing 114 positions and reducing 436 holdings. Its most notable exit was iShares Russell 2000 ETF, an estimated $56.5M position sold in full.
By sector, the portfolio is most concentrated in Financials at 0.18% of assets, up from 0.15% a quarter earlier, followed by Industrials and Technology.
Against the trend, IMC Chicago opened a new position in Credit Suisse FI Large Cap Growth Enhanced Exchange Traded Notes worth $31.5M.
- IMC Chicago's largest Q2 2020 buy was Credit Suisse FI Large Cap Growth Enhanced Exchange Traded Notes: 88,238 shares worth $31.5M.
- IMC Chicago added most to iPath Series B S&P 500 VIX Short-Term Futures ETN in Q2 2020, an estimated $63.4M increase.
- IMC Chicago's biggest Q2 2020 reduction was ProShares VIX Short-Term Futures ETF, cutting an estimated $19.6M.
- IMC Chicago fully exited iShares Russell 2000 ETF in Q2 2020, selling an estimated $56.5M.
- IMC Chicago's ten largest holdings make up 67% of its $49B portfolio in Q2 2020.
- IMC Chicago opened 168 new positions and closed 114 in Q2 2020.
- IMC Chicago's portfolio value rose 3% quarter-over-quarter to $49B.
Based on IMC Chicago's 13F filing for Q2 2020, filed 14 Aug 2020.